-76.0%
PCG vs STLA
+51.8%
-127.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.1% |
| 7D | -13.9% | +2.6% | -16.4% | -14.4% |
| 30D | -16.9% | -1.2% | -15.6% | -16.9% |
| 3M | -14.7% | -24.8% | +10.0% | -9.4% |
| 6M | -23.8% | -25.6% | +1.7% | -19.3% |
| YTD | -10.5% | -48.9% | +38.4% | +3.0% |
| 1Y | -5.1% | -38.8% | +33.7% | +2.7% |
| 3Y | -11.6% | -64.5% | +52.9% | +6.4% |
| 5Y | +59.0% | -62.4% | +121.4% | +81.0% |
| All | -76.0% | +51.8% | -127.7% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling